One player in my group has what we have come to call "Bipolar Dice". His dice are perfectly statistically average: he rolls nothing but 20's and 1's
For example take, oh I don't know, last night's session. He starts off by rolling something like a 17 to hit, not bad, this is then followed on the next round by a 1. Round after that he rolls a 20 and confirms it, round after that is another 1

I'm not done yet, next attack is a 18 then a 3
then he rolls a nat 20 followed by a nat 20 on the confirmation roll and a 19 to confirm his insta-kill!

Round after that he rolls a 5.
And this is not the first time I've seen him get a 20-20-confirm insta-kill either! Once in a SW campaign the GM had his second level force adept meet a hig-level NPC from the Darkside sourcebook. The guy was supposed to slap around this player's character a bit and see what he was made of. First round the player wins initative and 20-20-confirm insta-kills the NPC! Two sessions later he rolls poorly in a combat, is knocked out and thrown out of an airlock (luckily it was in atmosphere, unluckily it was two miles
up in atmosphere). The player is totally zen about the whole thing too, he is ready to save the day or die horribly at any given time.
Bipolar Dice I tell you
As for myself, I don't have espically bad luck as a player but I can't remember the last time I actually rolled a crit much less a nat 20 in combat as a player. But as a DM I get at least one or two nat 20's a session!

I actually use a different die for my Dm'ing than I do for playing, I like to think that I am building up karma in it or something.
Later.